PortfoliosLab logoPortfoliosLab logo
LSYIX vs. BHYIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSYIX vs. BHYIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Short Duration High Yield Fund (LSYIX) and BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LSYIX vs. BHYIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LSYIX
Lord Abbett Short Duration High Yield Fund
-1.69%7.71%8.65%10.63%-7.19%4.69%14.35%
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
-1.59%9.18%8.55%13.19%-11.24%5.53%18.22%

Returns By Period

In the year-to-date period, LSYIX achieves a -1.69% return, which is significantly lower than BHYIX's -1.59% return.


LSYIX

1D
0.11%
1M
-2.57%
YTD
-1.69%
6M
-0.45%
1Y
5.59%
3Y*
7.45%
5Y*
4.12%
10Y*

BHYIX

1D
0.14%
1M
-2.23%
YTD
-1.59%
6M
0.03%
1Y
6.58%
3Y*
8.30%
5Y*
4.15%
10Y*
5.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LSYIX vs. BHYIX - Expense Ratio Comparison

LSYIX has a 0.45% expense ratio, which is lower than BHYIX's 0.59% expense ratio.


Return for Risk

LSYIX vs. BHYIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LSYIX
LSYIX Risk / Return Rank: 7373
Overall Rank
LSYIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
LSYIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
LSYIX Omega Ratio Rank: 8686
Omega Ratio Rank
LSYIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
LSYIX Martin Ratio Rank: 6161
Martin Ratio Rank

BHYIX
BHYIX Risk / Return Rank: 8989
Overall Rank
BHYIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BHYIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
BHYIX Omega Ratio Rank: 9292
Omega Ratio Rank
BHYIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
BHYIX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LSYIX vs. BHYIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration High Yield Fund (LSYIX) and BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


LSYIXBHYIXDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.88

-0.44

Sortino ratio

Return per unit of downside risk

1.99

2.67

-0.68

Omega ratio

Gain probability vs. loss probability

1.35

1.43

-0.08

Calmar ratio

Return relative to maximum drawdown

1.41

2.06

-0.66

Martin ratio

Return relative to average drawdown

5.83

9.42

-3.59

LSYIX vs. BHYIX - Sharpe Ratio Comparison

The current LSYIX Sharpe Ratio is 1.44, which is comparable to the BHYIX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of LSYIX and BHYIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LSYIXBHYIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.88

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.80

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

1.20

+0.24

Correlation

The correlation between LSYIX and BHYIX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LSYIX vs. BHYIX - Dividend Comparison

LSYIX's dividend yield for the trailing twelve months is around 7.61%, more than BHYIX's 6.65% yield.


TTM20252024202320222021202020192018201720162015
LSYIX
Lord Abbett Short Duration High Yield Fund
7.61%8.11%8.18%6.51%5.01%5.96%4.75%0.00%0.00%0.00%0.00%0.00%
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
6.65%7.05%7.46%6.15%4.91%4.73%5.12%5.70%6.33%5.82%5.96%6.33%

Drawdowns

LSYIX vs. BHYIX - Drawdown Comparison

The maximum LSYIX drawdown since its inception was -10.79%, smaller than the maximum BHYIX drawdown of -34.82%. Use the drawdown chart below to compare losses from any high point for LSYIX and BHYIX.


Loading graphics...

Drawdown Indicators


LSYIXBHYIXDifference

Max Drawdown

Largest peak-to-trough decline

-10.79%

-34.82%

+24.03%

Max Drawdown (1Y)

Largest decline over 1 year

-4.12%

-3.26%

-0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-10.79%

-15.45%

+4.66%

Max Drawdown (10Y)

Largest decline over 10 years

-23.23%

Current Drawdown

Current decline from peak

-2.73%

-2.27%

-0.46%

Average Drawdown

Average peak-to-trough decline

-1.90%

-2.77%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.71%

+0.28%

Volatility

LSYIX vs. BHYIX - Volatility Comparison

Lord Abbett Short Duration High Yield Fund (LSYIX) has a higher volatility of 1.31% compared to BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX) at 1.20%. This indicates that LSYIX's price experiences larger fluctuations and is considered to be riskier than BHYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LSYIXBHYIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.20%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

2.27%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

3.83%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.24%

5.20%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.21%

5.92%

-1.71%